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I am currently an assistant professor
at the Budapest University of Technology and Economics (BUTE). Paralell
to this I am the deputy director of Education of the Institute of
Mathematics (MI) at BUTE. I have obtained my PhD degree at the Eötvös
Loránd University, Budapest. My supervisor was László Gerencsér (MTA
SZTAKI). During the PhD project I have focused on statistical analysis
of some special stochastic volatility model, like GARCH model and its
several modifications. The main objective of this research was to
introduce and analyze an adequate recursive estimation method for the
parameters of non-linear stochastic volatility models, within a
reasonable Markovian framework and using an appropriate stochastic
approximation procedure. Now I am working the characterization of the estimation
error of this model class in several ways and a special change
detection procedure for these processes.

Teaching

Undergraduate(BSc) courses

- Mathematics A1a – in Hungarian (Spring / Autumn)

-
Mathematics A2 - in Hungarian (Spring / Autumn)

-
Mathematics A3 - in Hungarian (Spring / Autumn)

MathematicsM1 for Mechanical engineers - in Hungarian (Spring)

Optimalcontrol – lecture in Hungarian for mechatronics and mathematics
MSc students

Econometrics – lecture in Hungarian
for mathematics and econometrics MSc students

Econometrics2 – lecture in Hungarian for mathematics and econometrics MSc
students

Mathematics of stochastic systems –
lecture in Hungarian for mechatronics MSc students